Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52149.64 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47988.11 Kr¶

PnL: ---------------------------------------> -938.39 Kr¶

DD now: ---------------------------------> -1.827 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 16:05:17.710704'

Anic Portfolio¶

Today¶

Return: -0.318 %¶

This Week¶

Return: -0.318 %¶

Total portfolio value¶

Return including deposits: 70.725 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 1.930000 873.000000 28.000000 3.310000 845.000001
SynAct Pharma 9 -1.200000 666.000000 21.000000 3.260000 645.000003
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
BHG Group 49 -5.840000 656.110000 17.110000 2.680000 638.999984
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Vitrolife 3 2.580000 693.000000 16.000000 2.360000 677.000001
Svolder B 35 1.540000 2189.250000 15.750000 0.720000 2173.500000
Embracer Group B 26 -0.170000 672.880000 10.880000 1.640000 661.999988
Indutrade 5 1.450000 1329.500000 9.500000 0.720000 1320.000000
Sdiptech B 3 0.140000 830.400000 8.400000 1.020000 822.000000
Nolato B 12 -0.360000 655.800000 7.800000 1.200000 648.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Fortnox 10 3.960000 672.600000 4.600000 0.690000 668.000000
Latour B 2 1.390000 452.200000 3.200000 0.710000 449.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.800000 653.450000 -0.550000 -0.080000 653.999997
BONESUPPORT HOLDING 10 -0.810000 1223.000000 -1.000000 -0.080000 1224.000000
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Lime Technologies 2 -0.840000 589.000000 -4.000000 -0.670000 593.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Investor B 3 0.370000 648.000000 -10.000000 -1.520000 657.999999
SCA A 4 -0.270000 588.800000 -10.200000 -1.700000 599.000000
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.470000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 1.330000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Investor A 16 0.280000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 40 -0.540000 3798.000000 -118.000000 -3.010000 3916.000000
Sedana Medical 135 -5.060000 4206.600000 -124.400000 -2.870000 4330.999935
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.480000 2567.800000 -399.200000 -13.450000 2966.999993
TOTAL 47988.110000 -938.390000 -1.82738% 48926.499863

Updated:¶

'2023-06-13 16:05:34.489818'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶